CMCSA vs. USD
CMCSA (Comcast Corporation) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, CMCSA returned 0.48%/yr vs 54.19%/yr for USD. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
CMCSA vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, CMCSA achieves a -6.11% return, which is significantly lower than USD's 50.25% return. Over the past 10 years, CMCSA has underperformed USD with an annualized return of 0.48%, while USD has yielded a comparatively higher 54.19% annualized return.
CMCSA
- 1D
- 1.23%
- 1M
- 0.71%
- 6M
- -17.42%
- YTD
- -6.11%
- 1Y
- -12.79%
- 3Y*
- -12.65%
- 5Y*
- -11.56%
- 10Y*
- 0.48%
- ALL TIME*
- 9.78%
USD
- 1D
- 1.44%
- 1M
- -10.08%
- 6M
- 34.80%
- YTD
- 50.25%
- 1Y
- 92.29%
- 3Y*
- 87.71%
- 5Y*
- 55.02%
- 10Y*
- 54.19%
- ALL TIME*
- 28.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CMCSA Comcast Corporation | $874.68M | $810.14M | $870.96M |
| $68.86M | $72.62M | $95.81M |
CMCSA vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | -6.11% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
USD ProShares Ultra Semiconductors | 50.25% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between CMCSA and USD is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.40 |
The correlation between CMCSA and USD shifts across timeframes, from -0.24 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CMCSA vs. USD — Risk / Return Rank
CMCSA
USD
CMCSA vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) and ProShares Ultra Semiconductors (USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CMCSA | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.16 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.94 | 6.21 | -7.16 |
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Drawdowns
CMCSA vs. USD - Drawdown Comparison
The maximum CMCSA drawdown since its inception was -67.89%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for CMCSA and USD.
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Drawdown Indicators
| CMCSA | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.89% | -88.63% | +20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -30.80% | -39.33% | +8.53% |
Max Drawdown (3Y)Largest decline over 3 years | -41.66% | -64.46% | +22.80% |
Max Drawdown (5Y)Largest decline over 5 years | -52.83% | -77.85% | +25.02% |
Max Drawdown (10Y)Largest decline over 10 years | -52.83% | -77.85% | +25.02% |
Current DrawdownCurrent decline from peak | -48.44% | -30.59% | -17.85% |
Average DrawdownAverage peak-to-trough decline | -24.71% | -32.23% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.55% | 13.62% | +1.93% |
Volatility
CMCSA vs. USD - Volatility Comparison
The current volatility for Comcast Corporation (CMCSA) is 12.24%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.19%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMCSA | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 28.19% | -15.95% |
Volatility (6M)Calculated over the trailing 6-month period | 25.68% | 61.13% | -35.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.44% | 73.80% | -42.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.58% | 78.73% | -51.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.83% | 70.38% | -43.55% |
Dividends
CMCSA vs. USD - Dividend Comparison
CMCSA's dividend yield for the trailing twelve months is around 12.20%, more than USD's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 12.20% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
USD ProShares Ultra Semiconductors | 0.39% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
CMCSA and USD have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.19%) compared to CMCSA (12.24%). In terms of maximum drawdown, CMCSA dropped -67.89% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (1.15 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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